Markowitz portfolio theory helps decrease medicines’ side effect and speed up machine learning

© 2018, Springer International Publishing AG. In this paper, we show that, similarly to the fact that distributing the investment between several independent financial instruments decreases the investment risk, using a combination of several medicines can decrease the medicines’ side effects. Moreov...

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Main Authors: Thongchai Dumrongpokaphan, Vladik Kreinovich
Format: Book Series
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038867695&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/58567
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-585672018-09-05T04:26:21Z Markowitz portfolio theory helps decrease medicines’ side effect and speed up machine learning Thongchai Dumrongpokaphan Vladik Kreinovich Computer Science © 2018, Springer International Publishing AG. In this paper, we show that, similarly to the fact that distributing the investment between several independent financial instruments decreases the investment risk, using a combination of several medicines can decrease the medicines’ side effects. Moreover, the formulas for optimal combinations of medicine are the same as the formulas for the optimal portfolio, formulas first derived by the Nobel-prize winning economist H. M. Markowitz. A similar application to machine learning explains a recent success of a modified neural network in which the input neurons are also directly connected to the output ones. 2018-09-05T04:26:21Z 2018-09-05T04:26:21Z 2018-01-01 Book Series 1860949X 2-s2.0-85038867695 10.1007/978-3-319-73150-6_6 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038867695&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58567
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Computer Science
spellingShingle Computer Science
Thongchai Dumrongpokaphan
Vladik Kreinovich
Markowitz portfolio theory helps decrease medicines’ side effect and speed up machine learning
description © 2018, Springer International Publishing AG. In this paper, we show that, similarly to the fact that distributing the investment between several independent financial instruments decreases the investment risk, using a combination of several medicines can decrease the medicines’ side effects. Moreover, the formulas for optimal combinations of medicine are the same as the formulas for the optimal portfolio, formulas first derived by the Nobel-prize winning economist H. M. Markowitz. A similar application to machine learning explains a recent success of a modified neural network in which the input neurons are also directly connected to the output ones.
format Book Series
author Thongchai Dumrongpokaphan
Vladik Kreinovich
author_facet Thongchai Dumrongpokaphan
Vladik Kreinovich
author_sort Thongchai Dumrongpokaphan
title Markowitz portfolio theory helps decrease medicines’ side effect and speed up machine learning
title_short Markowitz portfolio theory helps decrease medicines’ side effect and speed up machine learning
title_full Markowitz portfolio theory helps decrease medicines’ side effect and speed up machine learning
title_fullStr Markowitz portfolio theory helps decrease medicines’ side effect and speed up machine learning
title_full_unstemmed Markowitz portfolio theory helps decrease medicines’ side effect and speed up machine learning
title_sort markowitz portfolio theory helps decrease medicines’ side effect and speed up machine learning
publishDate 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038867695&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/58567
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